Subtitling...

[TheWiz]

How exactly do I go about doing this. I mean, I don't know any programs that do this, let alone know how to use them.

[Enchanter]

For creating subtitles on your own, try Sub-station Alpha and the corresponding subtitler filter you can get from here.

For ripping subtitles from DVDs, you can use Vobsub and other subtitle rippers, whose guides are easily available from this site.